Class JMomsFromJFactorialMoms

java.lang.Object
jline.lib.butools.JMomsFromJFactorialMoms

public final class JMomsFromJFactorialMoms extends Object
  • Method Details

    • jMomsFromJFactorialMoms

      public static Matrix jMomsFromJFactorialMoms(Matrix jfm)
      Returns the lag-1 joint raw moments given the lag-1 joint factorial moments.
      Parameters:
      jfm - The matrix of joint factorial moments. The entry in row i and column j is f_{i,j}, i>=1, j>=1.
      Returns:
      The matrix of joint raw moments. The entry in row i and column j is m_{i,j}, i>=1, j>=1. Reference: http://en.wikipedia.org/wiki/Factorial_moment